Digital BW, The Print

Can anyone either recommend a solution for calibrating my onscreen 
image with my printed output, or point me to online help or a manual 
workflow to get through it? 

I'm using a Sony 21" E540 monitor, Epson 2200, and Windows XP 
(Home).  The colors I'm getting from the Epson are beautiful, 
particularly on the glossy papers, but the color is way off what I'm 
seeing on the screen. I realize there will always be a discrepancy 
between the luminance of the screen and the color on printed paper, 
but I'd at least like to get it in the ball park.  Is this possible?

BTW, I know someone who purchased the Colorvision Spyder system, but 
was not very happy with the results.

Thanks